Asymptotic analysis of an algorithm for identification of quantized AR time-series

Vikram Krishnamurthy, H. Vincent Poor

Research output: Contribution to journalConference article

1 Scopus citations

Abstract

Recently we presented a parameter estimation algorithm called the Binary Series Estimation Algorithm (BSEA) for Gaussian auto-regressive (AR) time series given 1-bit quantized noisy measurements. In this paper we carry out an asymptotic analysis of the BSEA for Gaussian AR models. In particular, from a central limit theorem we obtain expressions for the asymptotic covariances of the parameter estimates. From this we: (1) Present an algorithm for estimating the order of an AR series from one-bit quantized measurements. (2) Theoretically justify why BSEA can yield better estimates than the Yule-Walker methods in some cases.

Original languageEnglish (US)
Pages (from-to)2028-2031
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
StatePublished - Jan 1 1995
Externally publishedYes
EventProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA
Duration: May 9 1995May 12 1995

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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